A method of manufacturing a power module on a substrate. In one embodiment, the method includes providing power conversion circuitry including providing a magnetic device having a magnetic core and at least one switch on the substrate. The method also includes placing a shielding structure with a baffle over the magnetic core to create a chamber thereabout. The method also includes depositing an encapsulant about the power conversion circuitry. The shielding structure limits the encapsulant entering the chamber and the baffle directs the encapsulant away from the magnetic core thereby limiting an amount of the encapsulant that contacts the magnetic core within the chamber.